On the Maximum Likelihood Estimation of Extreme Value Index Based on k-Record Values

IF 16.4 1区化学 Q1 CHEMISTRY, MULTIDISCIPLINARY

Accounts of Chemical Research Pub Date : 2020-06-24 DOI:10.1155/2020/5497413

Abderrahim Louzaoui, Mohamed El Arrouchi

引用次数: 1

Abstract

In this paper, we study the existence and consistency of the maximum likelihood estimator of the extreme value index based on - record values. Following the method used by Drees et al. (2004) and Zhou (2009), we prove that the likelihood equations, in terms of - record values, eventually admit a strongly consistent solution without any restriction on the extreme value index, which is not the case in the aforementioned studies.

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基于k记录值的极值指数的极大似然估计

本文研究了基于非记录值的极值指标的极大似然估计的存在性和相合性。根据Drees et al.(2004)和Zhou(2009)的方法，我们证明了在不受极值指标限制的情况下，就-记录值而言，似然方程最终存在强一致解，而上述研究并非如此。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Accounts of Chemical Research 化学-化学综合

CiteScore

31.40

自引率

1.10%

发文量

312

审稿时长

2 months

期刊介绍： Accounts of Chemical Research presents short, concise and critical articles offering easy-to-read overviews of basic research and applications in all areas of chemistry and biochemistry. These short reviews focus on research from the author’s own laboratory and are designed to teach the reader about a research project. In addition, Accounts of Chemical Research publishes commentaries that give an informed opinion on a current research problem. Special Issues online are devoted to a single topic of unusual activity and significance. Accounts of Chemical Research replaces the traditional article abstract with an article "Conspectus." These entries synopsize the research affording the reader a closer look at the content and significance of an article. Through this provision of a more detailed description of the article contents, the Conspectus enhances the article's discoverability by search engines and the exposure for the research.